A well established boutique Investment Manager of Fixed Income Hedge Funds based in Princeton, NJ, is looking for a new member of their Quantitative Research and Systems Team. This is a front-office adjacent, highly technical role designed to support trading strategies through mathematical modeling, system development and support. The ideal candidate is not just a strong programmer, but is someone who also understands the mathematics of fixed income instruments and an code them into a production system.
Qualifications:
• Education: PhD in a Quantitative Field (Physics, Applied Math, Engineering, Financial Engineering or Computer Science preferred), exceptional Masters candidates will be considered
• Programming: Experience with Python, MySQL and C#
• Domain Knowledge: Deep exposure to fixed income or derivatives modeling
• Attributes: Clear, effective and strong communication skills and ability to interact with a non-technical audience
Responsibilities:
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Fixed Income Derivatives Modeling
• Develop, implement and validate new interest rate and volatility models (swaptions, curves)
• Review mathematical, conceptional, and technical soundness of existing models
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Programming and Systems Maintenance
• Develop and maintain proprietary trading, pricing, and risk tools using c# and Python
• Manage and query data using MySQL
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Communication
• Act as a bridge between technical models and non-technical staff (portfolio managers, traders, operations, compliance)
• Present complex quantitative concepts with clarity to internal teams and potentially external investors
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Preferred Extras
• Cypersecurity experience, investor reporting and/or regulatory skills
